Solving infinite-horizon optimal control problems of the time-delayed systems by Haar wavelet collocation method

2014 ◽  
Vol 35 (1) ◽  
pp. 97-117 ◽  
Author(s):  
Masoomeh Mansoori ◽  
Alireza Nazemi
Keyword(s):  
Optimal Control ◽  
Collocation Method ◽  
Optimal Control Problems ◽  
Infinite Horizon ◽  
Haar Wavelet ◽  
Control Problems ◽  
Delayed Systems ◽  
Wavelet Collocation Method

SOLVING INFINITE-HORIZON OPTIMAL CONTROL PROBLEMS USING THE HAAR WAVELET COLLOCATION METHOD

2014 ◽  
Vol 56 (2) ◽  
pp. 179-191 ◽  
Author(s):  
ALIREZA NAZEMI ◽  
NEDA MAHMOUDY
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Direct Method ◽  
Infinite Horizon ◽  
Main Idea ◽  
Local Property ◽  
Haar Wavelet ◽  
Haar Wavelets ◽  
Control Problems ◽  
Wavelet Collocation Method

AbstractWe consider infinite-horizon optimal control problems. The main idea is to convert the problem into an equivalent finite-horizon nonlinear optimal control problem. The resulting problem is then solved by means of a direct method using Haar wavelets. A local property of Haar wavelets is applied to simplify the calculation process. The accuracy of the present method is demonstrated by two illustrative examples.

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